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WVE vs. AQST
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

WVE vs. AQST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wave Life Sciences Ltd. (WVE) and Aquestive Therapeutics, Inc. (AQST). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WVE achieves a -64.47% return, which is significantly lower than AQST's -22.14% return.


WVE

1D
-2.11%
1M
-5.33%
YTD
-64.47%
6M
-65.45%
1Y
-13.22%
3Y*
17.32%
5Y*
-3.43%
10Y*
-11.39%

AQST

1D
6.57%
1M
22.09%
YTD
-22.14%
6M
-14.31%
1Y
52.89%
3Y*
40.08%
5Y*
3.09%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WVE vs. AQST - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
WVE
Wave Life Sciences Ltd.
-64.47%37.43%144.95%-27.86%122.93%-60.10%-1.81%-80.93%8.91%
AQST
Aquestive Therapeutics, Inc.
-22.14%81.46%76.24%123.92%-76.81%-27.29%-8.08%-7.62%-58.14%

Correlation

The correlation between WVE and AQST is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.39

Correlation (3Y)
Calculated over the trailing 3-year period

0.34

Correlation (5Y)
Calculated over the trailing 5-year period

0.26

Correlation (All Time)
Calculated using the full available price history since Jul 25, 2018

0.25

The correlation between WVE and AQST shifts across timeframes, from 0.25 (all time) to 0.39 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

WVE:

$1.21B

AQST:

$616.73M

EPS

WVE:

-$1.03

AQST:

-$0.61

PS Ratio

WVE:

14.98

AQST:

11.37

Total Revenue (TTM)

WVE:

$71.80M

AQST:

$50.27M

Gross Profit (TTM)

WVE:

$29.09M

AQST:

$20.92M

EBITDA (TTM)

WVE:

-$184.40M

AQST:

-$53.08M

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Return for Risk

WVE vs. AQST — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WVE
WVE Risk / Return Rank: 4848
Overall Rank
WVE Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
WVE Sortino Ratio Rank: 6060
Sortino Ratio Rank
WVE Omega Ratio Rank: 6767
Omega Ratio Rank
WVE Calmar Ratio Rank: 3737
Calmar Ratio Rank
WVE Martin Ratio Rank: 3737
Martin Ratio Rank

AQST
AQST Risk / Return Rank: 6464
Overall Rank
AQST Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
AQST Sortino Ratio Rank: 6767
Sortino Ratio Rank
AQST Omega Ratio Rank: 7171
Omega Ratio Rank
AQST Calmar Ratio Rank: 6161
Calmar Ratio Rank
AQST Martin Ratio Rank: 5959
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WVE vs. AQST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Wave Life Sciences Ltd. (WVE) and Aquestive Therapeutics, Inc. (AQST). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


WVEAQSTDifference
Sharpe ratioReturn per unit of total volatility

-0.70

Sortino ratioReturn per unit of downside risk

-0.27

Omega ratioGain probability vs. loss probability

1.19

1.22

-0.03

Calmar ratioReturn relative to maximum drawdown

-0.18

0.88

-1.06

Martin ratioReturn relative to average drawdown

-0.32

1.63

-1.95

WVE vs. AQST - Sharpe Ratio Comparison

The current WVE Sharpe Ratio is -0.08, which is lower than the AQST Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of WVE and AQST, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

WVE vs. AQST - Drawdown Comparison

The maximum WVE drawdown since its inception was -97.77%, roughly equal to the maximum AQST drawdown of -96.68%. Use the drawdown chart below to compare losses from any high point for WVE and AQST.


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Drawdown Indicators


WVEAQSTDifference

Max Drawdown

Largest peak-to-trough decline

-97.77%

-96.68%

-1.09%

Max Drawdown (1Y)

Largest decline over 1 year

-73.44%

-60.61%

-12.83%

Max Drawdown (3Y)

Largest decline over 3 years

-73.44%

-63.55%

-9.89%

Max Drawdown (5Y)

Largest decline over 5 years

-82.72%

-90.11%

+7.39%

Max Drawdown (10Y)

Largest decline over 10 years

-97.77%

Current Drawdown

Current decline from peak

-89.06%

-73.47%

-15.59%

Average Drawdown

Average peak-to-trough decline

-64.88%

-76.92%

+12.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

40.94%

32.55%

+8.39%

Volatility

WVE vs. AQST - Volatility Comparison

Wave Life Sciences Ltd. (WVE) has a higher volatility of 16.53% compared to Aquestive Therapeutics, Inc. (AQST) at 13.42%. This indicates that WVE's price experiences larger fluctuations and is considered to be riskier than AQST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WVEAQSTDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.53%

13.42%

+3.11%

Volatility (6M)

Calculated over the trailing 6-month period

79.20%

68.81%

+10.39%

Volatility (1Y)

Calculated over the trailing 1-year period

168.70%

85.11%

+83.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

114.67%

82.71%

+31.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

98.97%

87.63%

+11.34%

Dividends

WVE vs. AQST - Dividend Comparison

Neither WVE nor AQST has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

WVE vs. AQST - Financials Comparison

This section allows you to compare key financial metrics between Wave Life Sciences Ltd. and Aquestive Therapeutics, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.0020.00M40.00M60.00M80.00M20222023202420252026
38.25M
14.45M
(WVE) Total Revenue
(AQST) Total Revenue
Values in USD except per share items

WVE vs. AQST - Profitability Comparison

The chart below illustrates the profitability comparison between Wave Life Sciences Ltd. and Aquestive Therapeutics, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-50.0%0.0%50.0%100.0%2022202320242025202600
Portfolio components
WVE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Wave Life Sciences Ltd. reported a gross profit of 0.00 and revenue of 38.25M. Therefore, the gross margin over that period was 0.0%.

AQST - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Aquestive Therapeutics, Inc. reported a gross profit of 0.00 and revenue of 14.45M. Therefore, the gross margin over that period was 0.0%.

WVE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Wave Life Sciences Ltd. reported an operating income of -31.30M and revenue of 38.25M, resulting in an operating margin of -81.8%.

AQST - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Aquestive Therapeutics, Inc. reported an operating income of -4.20M and revenue of 14.45M, resulting in an operating margin of -29.1%.

WVE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Wave Life Sciences Ltd. reported a net income of -26.09M and revenue of 38.25M, resulting in a net margin of -68.2%.

AQST - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Aquestive Therapeutics, Inc. reported a net income of -8.06M and revenue of 14.45M, resulting in a net margin of -55.8%.


Frequently Asked Questions


WVE and AQST have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WVE has higher volatility (16.53%) compared to AQST (13.42%). In terms of maximum drawdown, WVE dropped -97.77% vs AQST's -96.68%.

AQST currently has the higher Sharpe Ratio (0.62 vs -0.08), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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